A stable numerical scheme for stochastic differential equations with multiplicative noise
- Mora, C.M.
- Mardones, H.A.
- Jimenez, J.C.
- Selva, M.
- Biscay, R.
ISSN: 0036-1429
Année de publication: 2017
Volumen: 55
Número: 4
Pages: 1614-1649
Type: Article